Computation of the Maslov index and the spectral flow via partial signatures

Given a smooth Lagrangian path, both in the finite and in the infinite dimensional (Fredholm) case, we introduce the notion of partial signatures at each isolated intersection of the path with the Maslov cycle. For real-analytic paths, we give a formula for the computation of the Maslov index using the partial signatures; a similar formula holds for the spectral flow of real-analytic paths of Fredholm self-adjoint operators on real separable Hilbert spaces. As applications of the theory, we obtain a semi-Riemannian version of the Morse index theorem for geodesics with possibly conjugate endpoints, and we prove a bifurcation result at conjugate points along semi-Riemannian geodesics. To cite this article: R. Giambò et al., C. R. Acad. Sci. Paris, Ser. I 338 (2004).     

A tentative approach to the direct simulation of drag reduction by polymers

An efficient technique for drag reduction uses dilute solutions of a few p.p.m. of polymers. A possible reduction in drag of up to 80% is achieved. Several experimental observations have been made which tend to indicate that the polymers modify the turbulence structures within the buffer layer. Flow visualisations have shown that the changes consist of a weakening of the strength of the streamwise vortices. Existing literature reveals no attempts of numerical simulation of this phenomenon. In this paper an approach is pursued by using a constitutive equation which relates the elongation viscosity to the local properties of the flow. According to this model this viscosity is large in zones where the amount of strain rate is greater than the amount of vorticity, and is zero when the vorticity exceeds the strain rate. Simulations have been performed in a “minimal channel” to give good resolution with a limited number of grid points. The accuracy of the method is tested by comparison with the results of other techniques. For simulations with polymers, quantitative comparisons cannot be made, but the results reproduce the qualitative outputs of the experiments. The mean streamwise velocity is modified in the buffer layer; the peak of the streamwise turbulent intensity, in wall units, increases and its maximum moves far from the wall; and the vertical turbulent intensity is largely reduced in the wall region. An interesting outcome from both the simulation and the experiments is that the strength of the longitudinal vortices is reduced when the polymers are present.     

Optimal asset allocation for pension funds under mortality risk during the accumulation and decumulation phases

In a financial market with one riskless asset and n risky assets whose prices are lognormal, we solve in a closed form the problem of a pension fund maximizing the expected CRRA utility of its surplus till the (stochastic) death time of a representative agent. We consider a unique asset allocation problem for both accumulation and decumulation phases. The optimal investment in the risky assets must decrease during the first phase and increase during the second one. We accordingly suggest it is not optimal to manage the two phases separately, and outsourcing of allocation decisions should be avoided in both phases. JEL: G23, G11 MSC 2000: 62P05, 91B28, 91B30, 91B70, 93E20     

Conjugate points and Maslov index in locally symmetric semi-Riemannian manifolds

We study the singularities of the exponential map in semi Riemannian locally symmetric manifolds. Conjugate points along geodesics depend only on real negative eigenvalues of the curvature tensor, and their contribution to the Maslov index of the geodesic is computed explicitly. We prove that degeneracy of conjugate points, which is a phenomenon that can only occur in semi-Riemannian geometry, is caused in the locally symmetric case by the lack of diagonalizability of the curvature tensor. The case of Lie groups endowed with a bi-invariant metric is studied in some detail, and conditions are given for the lack of local injectivity of the exponential map around its singularities.     

The projection operator approach to the Fokker-Planck equation. II. Dichotomic and nonlinear Gaussian noise

Two models for the Freedericksz transition in a fluctuating magnetic field are considered: one is based on a dichotomic and the other on a nonlinear Gaussian noise. Both noises are characterized by a finite correlation time. It is shown that the linear response assumption leading to the best Fokker-Planck approximation in the dichotomic and nonlinear Gaussian cases can be trusted only up to the order ¹ and ⁰, respectively. The role of the corrections to the linear response approximation is discussed and it is shown how to replace the non-Fokker-Planck terms stemming from these corrections with equivalent terms of standard type. This technique is shown to produce perfect agreement with the exact analytical results (dichotomic noise) and to satisfactorily fit the results of analog simulation (nonlinear Gaussian noise).     

The projection approach to the Fokker-Planck equation. I. Colored Gaussian noise

It is shown that the Fokker-Planck operator can be derived via a projection-perturbation approach, using the repartition of a more detailed operator into a perturbation ₁ and an unperturbed part ₀. The standard Fokker-Planck structure is recovered at the second order in ₁, whereas the perturbation terms of higher order are shown to provoke the breakdown of this structure. To get rid of these higher order terms, a key approximation, local linearization (LL), is made. In general, to evaluate at the second order in ₁ the exact expression of the diffusion coefficient which simulates the influence of a Gaussian noise with a finite correlation time, a resummation up to infinite order in must be carried out, leading to what other authors call the best Fokker-Planck approximation (BFPA). It is shown that, due to the role of terms of higher order in ₁, the BFPA leads to predictions on the equilibrium distributions that are reliable only up to the first order in t. The LL, on the contrary, in addition to making the influence of terms of higher order in ₁ vanish, results in a simple analytical expression for the term of second order that is formally coincident with the complete resummation over all the orders in t provided by the Fox theory. The corresponding diffusion coefficient in turn is shown to lead in the limiting case to exact results for the steady-state distributions. Therefore, over the whole range 0 the LL turns out to be an approximation much more accurate than the global linearization proposed by other authors for the same purpose of making the terms of higher order in ₁ vanish. In the short- region the LL leads to results virtually coincident with those of the BFPA. In the large- region the LL is a more accurate approximation than the BFPA itself. These theoretical arguments are supported by the results of both analog and digital simulation.     

Solid-state interactions and drug release of teicoplanin in binary combinations with peracetylated α-, β-, and γ-cyclodextrins

Triacetyl α-cyclodextrin, triacetyl β-cyclodextrin and triacetyl γ-cyclodextrin were tested as possible hydrophobic carriers to prolong the release of hydrophilic teicoplanin (TCP). Physical–chemical characterization of individual components, drug-carrier physical mixtures at 0.5, 0.67 and 0.75 mass fraction of carrier, and the respective interaction products by kneading or evaporative crystallization under microwave irradiation was carried out using differential scanning calorimetry (DSC) and thermogravimetric analysis (TGA). In vitro drug release in pH 7.4 phosphate buffer at 37 °C was determined by intrinsic dissolution rate (IDR) measurements on non disintegrating compressed discs. Solid-state interactions of TCP with triacetyl α-cyclodextrin by evaporative crystallization and kneading and with triacetyl β-cyclodextrin by evaporative crystallization (probably resulting in carrier amorphization) were demonstrated. The role of carrier hydrophobicity, carrier mass fraction and preparation method of solid drug-carrier combinations on solid-state drug-carrier interactions and slowing down of TCP release was assessed. Modulation of drug release can be achieved using TCP-triacetyl γ-cyclodextrin combinations at 0.5 mass fraction of carrier.     

Local mean field models of uniform to nonuniform density fluid-crystal transitions

We investigate the existence of nontranslation invariant (periodic) density profiles, for systems interacting via translation invariant long-range potentials, as minimizers of local mean field free energy functionals. The existence of a second-order transition from a uniform to a nonuniform density at a specified temperature is proven for a class of model systems.